Research Output at NOVA

Research Output per year

2014 2021

• 43 Citations
• 4 h-Index
• 17 Article
• 12 Chapter
• 11 Conference contribution
• 11 Working paper
• 5 More
  • 2 Other contribution
  • 1 Abstract
  • 1 Comment/debate
  • 1 Discussion paper

Research Output per year

Research Output per year

Search results

• 2021

  IDD and Distribution Risk Management

  Bravo, J. M., 2021, Insurance Distribution Directive. Springer, p. 349-369 Chapter 14. (AIDA Europe Research Series on Insurance Law and Regulation; vol. 3).

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

  Open Access

• Pricing longevity derivatives via Fourier transforms

  Bravo, J. M. & Nunes, J. P. V., Jan 2021, In : Insurance: Mathematics and Economics. 96, January, p. 81-97 17 p.

  Research output: Contribution to journal › Article

  • Fourier Transform
  • Pricing
  • Derivatives
  • Fourier transform
  • Derivative

• Pricing Survivor Bonds with Affine-jump Models Stochastic Mortality Models

  Bravo, J. M., Jan 2021, (Accepted/In press) 2021 The 5th International Conference on E-Commerce, E-Business and E-Government (ICEEG 2021). ACM Press

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
• 2020

  Addressing the Pension Decumulation Phase of Employee Retirement Planning

  Bravo, J. M., 6 Feb 2020, Who Wants to Retire and Who Can Afford to Retire?. Muenstermann, I. (ed.). IntechOpen, p. 1-21 21 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

  Open Access

  File

  • Retirement Planning
  • Pensions
  • Employees
  • Annuities
  • Monte Carlo Simulation
  8 Downloads (Pure)

• A multi‐state approach to modelling intermediate events and multiple mortgage loan outcomes

  Chamboko, R. & Bravo, J. M., Jun 2020, In : Risks. 8, 2, p. 1-29 29 p., 64.

  Research output: Contribution to journal › Article

  Open Access

  File

  • Mortgage Loan
  • Modeling
  • Markov Model
  • Loans
  • Mortgages
  1 Citation (Scopus)

  1 Downloads (Pure)

• Análise da viabilidade do microsseguro em Portugal

  Marques, V. M. M. & Bravo, J. M., 25 Feb 2020, Política Social e Gestão de Serviços Sociais. Oliveira, T. N. D. (ed.). Ponta Grossa, PR: Atena, Vol. 2. p. 170-183 14 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

  Open Access

  File

  • willingness to pay
  • Portugal
  • Social assistance programs
  • coverage
  • risk sharing
  24 Downloads (Pure)

• A study on the quality of novel coronavirus (COVID-19) official datasets

  Ashofteh, A. & Bravo, J. M., 1 Jun 2020, In : Statistical Journal of the IAOS. 36, 2, p. 291-301 11 p.

  Research output: Contribution to journal › Article

  Open Access

  File

  • Measurement Error
  • Measurement errors
  • Disease Prevention
  • Disease Control
  • Systematic errors
  1 Citation (Scopus)

  15 Downloads (Pure)

• Career breaks, broken pensions? Long-run effects of early and late-career unemployment spells on pension entitlements

  Bravo, J. M. & Herce, J. A., 22 Jul 2020, In : Journal of Pension Economics and Finance.

  Research output: Contribution to journal › Article

  Open Access

  File

  • Pensions
  • Entitlement
  • Unemployment
  • Labour Market
  • Pension Scheme
  1 Citation (Scopus)

  6 Downloads (Pure)

• Coping with the Life Expectancy Gap: Amending the Retirement Age to Restore Actuarial Neutrality Across Generations

  Bravo, J. M., Ayuso, M., Holzmann, R. & Palmer, E., 1 Jun 2020, Book of Abstracts of the 6 th Stochastic Modeling Techniques and Data Analysis International Conference with Demographics Workshop : 2-5 June, 2020. Skiadas, C. H. (ed.). ISAST: International Society for the Advancement of Science and Technology., 4 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

• Decálogo de preguntas y respuestas sobre el impacto previsional del COVID-19

  Ayuso, M., Bravo, J. M., Chuliá, E., Herce, J. A., Palmer, E., Dómenech, R. & Alonso, J., 6 Apr 2020, 18 p. Instituto BBVA de Pensiones.

  Research output: Other contribution

  Open Access

  File
  8 Downloads (Pure)

• Forecasting small population monthly fertility and mortality data with seasonal time series methods

  Bravo, J. M. & Coelho, E. I. F., Jan 2020, As Ciências Sociais Aplicadas e a Interface com vários Saberes. Linhares, W. L. (ed.). Atena, Vol. 2. p. 158-176 18 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

  Open Access

  File

  • time series
  • mortality
  • fertility
  • death
  • resident population
  11 Downloads (Pure)

• Forecasting the retirement age: A Bayesian Model Ensemble Approach

  Bravo, J. M., 25 Dec 2020, (Accepted/In press) The WorldCist'21 – 9th World Conference on Information Systems and Technologies. Springer

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

• Getting life expectancy estimates right for pension policy: Period versus cohort approach

  Ayuso, M., Bravo, J. M. & Holzmann, R., 13 May 2020, In : Journal of Pension Economics and Finance.

  Research output: Contribution to journal › Article

  • Pension Policy
  • Life Expectancy
  • Cohort
  • Mortality
  • Portugal
  2 Citations (Scopus)

• Idosos e longevidade em Espanha e Portugal: indicadores demográficos básicos a ter em conta nas políticas de pensões

  Ayuso, M. & Bravo, J. M. V., 3 Nov 2020, CENIE. Centro Internacional sobre o Envelhecimento.

  Research output: Other contribution

  Open Access

  • pension policy
  • Portugal
  • Spain
  • biometrics
  • social policy

• Longevity-Linked Life Annuities: A Bayesian Model Ensemble Pricing Approach

  Bravo, J. M., Oct 2020, (Accepted/In press) CAPSI 2020. 20ª Conferência da Associação Portuguesa de Sistemas de Informação. Associação Portuguesa de Sistemas de Informação

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

• Modelling Monthly Births and Deaths Using Seasonal Forecasting Methods as an Input for Population Estimates

  Bravo, J. M. & Coelho, E., 24 Aug 2020, Demography of Population Health, Aging and Health Expenditures. p. 203-222 20 p. Chapter 14. (Demography of Population Health, Aging and Health Expenditures; vol. 50).

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

  • Forecasting Method
  • Modeling
  • Forecasting Performance
  • State-space Model
  • Uncertainty

• Previsões de mortalidade e de esperança de vida mediante combinação Bayesiana de modelos: Uma aplicação à população portuguesa

  Bravo, J. M. & Ayuso, M., 20 Dec 2020, In : RISTI : Revista Ibérica de Sistemas e Tecnologias de Informação. 40, p. 128-144 17 p.

  Research output: Contribution to journal › Article

  Open Access

  • Uncertainty
  • Taxation

• Pricing Survivor Bonds with Affine-Jump Diffusion Models

  Bravo, J. M., 1 Jun 2020, Book of Abstracts of the 6 th Stochastic Modeling Techniques and Data Analysis International Conference with Demographics Workshop : 2-5 June, 2020. Skiadas, C. H. (ed.). ISAST: International Society for the Advancement of Science and Technology., 4 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

• Reforma do sistema de pensões e consistência intertemporal da protecção social

  Bravo, J. M. V., 19 Feb 2020, A Economia numa Perspectiva Interdisciplinar. Pavan, L. S. (ed.). Ponta Gross, PR: Atena Editora, Vol. 2. p. 75-91

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

  Open Access

  File

  • Social Protection
  • Pension Reform
  • Pension System
  • Demographic Trends
  • Social Contract
  13 Downloads (Pure)

• Short-Term Regional Demographic Forecasts with Time Series Methods and Machine Learning Algorithms

  Bravo, J. M. & Coelho, E., Jun 2020, In : Boletim da Sociedade Portuguesa de Estatística. Primavera 2020, p. 20-29 10 p.

  Research output: Contribution to journal › Article
• 2019

  A non-parametric-based computationally efficient approach for credit scoring

  Ashofteh, A. & Bravo, J. M., 1 Oct 2019, Atas da Conferencia da Associacao Portuguesa de Sistemas de Informacao 2019: 19ª Conferencia da Associacao Portuguesa de Sistemas de Informacao, CAPSI 2019 - 19th Conference of the Portuguese Association for Information Systems, CAPSI 2019; Lisboa; Portugal; 11 October 2019 through 12 October 2019. p. 19 (Atas da Conferencia da Associacao Portuguesa de Sistemas de Informacao).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  • Credit Scoring
  • Risk management
  • Cellular telephones
  • Statistics
  • Neural networks

• A non-parametric-based computationally efficient approach for credit scoring using non-traditional data

  Ashofteh, A. & Bravo, J. M., Nov 2019, 8th International Conference on Risk Analysis and Design of Experiments: book of abstratcts. Moder, K. & Spange, B. (eds.). p. 9 1 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  Open Access

  File
  10 Downloads (Pure)

• Forecasting subnational demographic data using seasonal time series methods

  Bravo, J. M. & Coelho, E., 1 Oct 2019, Atas da Conferencia da Associacao Portuguesa de Sistemas de Informacao 2019: 19ª Conferencia da Associacao Portuguesa de Sistemas de Informacao, CAPSI 2019 [19th Conference of the Portuguese Association for Information Systems, CAPSI 2019], Lisboa; Portugal; 11 October 2019 through 12 October 2019. Associação Portuguesa de Sistemas de Informação, (Atas da Conferencia da Associacao Portuguesa de Sistemas de Informacao).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  • Seasonal Time Series
  • Time Series Methods
  • Time series
  • Demographics
  • State-space Model

• Forecasting Subnational Monthly Births and Deaths using Seasonal Time Series Methods

  Bravo, J. M. & Coelho, E., Jul 2019, Evidence-based territorial policymaking: formulation, implementation and evaluation of policy: 26th APDR Congress Proceedings. Associacao Portuguesa para o Desenvolvimento Regional (APDR), p. 1079-1088 10 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  Open Access

  File

  • time series
  • death
  • uncertainty
  • resident population
  • performance
  4 Downloads (Pure)

• Frailty correlated default on retail consumer loans in Zimbabwe

  Chamboko, R. & Bravo, J. M., 1 Mar 2019, In : International Journal of Applied Decision Sciences. 12, 3, p. 257-270 14 p.

  Research output: Contribution to journal › Article

  • Correlated Defaults
  • Consumer Loan
  • Frailty
  • Zimbabwe
  • Retail
  4 Citations (Scopus)

• Funding for longer lives: retirement wallet and risk-sharing annuities

  Bravo, J. M., 25 Oct 2019, In : Ekonomiaz. Basque Economic Review. 96, 2, p. 268-291 24 p.

  Research output: Contribution to journal › Article

  Open Access

  File

  • risk sharing
  • Annuities
  • Risk Sharing
  • Funding
  • retirement
  2 Citations (Scopus)

  31 Downloads (Pure)

• Hacer uso de la garantía hipotecaria: el potencial del patrimonio familiar para mejorar la seguridad de la jubilación

  Ayuso, M., Bravo, J. & Holzmann, R., Jul 2019, Instituto BBVA de Pensiones, p. 1-33, 33 p. (Mi Jubilación. Documento de Trabajo; no. 28).

  Research output: Working paper

  Open Access

  File
  8 Downloads (Pure)

• Impactos macroeconómicos do envelhecimento da população

  Bravo, J. M., Apr 2019, In : Cadernos de Economia. 32, 127, p. 50-52 3 p.

  Research output: Contribution to journal › Article

  Open Access

• Life Cycle Saving and Dissaving Revisited across Three-tiered Income Groups: Starting hypotheses, refinement through literature review, and ideas for empirical testing

  Holzmann, R., Ayuso, M. & Bravo, J. M., Jul 2019, Instituto BBVA de Pensiones, 34 p. (Papers Mi Jubilación; no. 27).

  Research output: Working paper

  Open Access

  File

  • Life-cycle Saving
  • Literature Review
  • Testing
  • Life-cycle Model
  • Retirement
  1 Downloads (Pure)

• Life Cycle Saving and Dissaving Revisited across Three-tiered Income Groups: Starting hypotheses, refinement through literature review, and ideas for empirical testing

  Holzmann, R., Ayuso, M., Alaminos, E. & Bravo, J. M., Sep 2019, IZA. Institute of Labor Economics, p. 1-32, 32 p. (IZA Discussion Papers; no. 12655).

  Research output: Working paper

  Open Access

  File

  • Life-cycle Saving
  • Literature Review
  • Testing
  • Life-cycle Model
  • Retirement
  2 Downloads (Pure)

• Making use of Home Equity: The Potential of Housing Wealth to Enhance Retirement Security

  Holzmann, R., Ayuso, M. & Bravo, J. M., Jul 2019, IZA. Institute of Labor Economics, 32 p. (IZA Discussion Papers; no. 12656).

  Research output: Working paper

  Open Access

  File

  • Equity Release
  • Housing Wealth
  • Old Age
  • Retirement
  • Reverse Mortgage
  27 Downloads (Pure)

• Making use of Home Equity: The Potential of Housing Wealth to Enhance Retirement Security

  Holzmann, R., Ayuso, M. & Bravo, J. M., Jul 2019, Instituto BBVA de Pensiones, 32 p. (Papers Mi Jubilación; no. 28).

  Research output: Working paper

  Open Access

  File

  • Equity Release
  • Housing Wealth
  • Old Age
  • Retirement
  • Reverse Mortgage
  3 Downloads (Pure)

• Modelling and forecasting recurrent recovery events on consumer loans

  Chamboko, R. & Bravo, J. M. V., 1 Mar 2019, In : International Journal of Applied Decision Sciences. 12, 3, p. 271-287 17 p.

  Research output: Contribution to journal › Article

  • Consumer Loan
  • Modeling
  • Cox Model
  • Statistical Methods
  • Credit Risk
  4 Citations (Scopus)

• Modelling monthly birth and deaths using Seasonal Forecasting Methods as an input for population estimates

  Bravo, J. M. & Coelho, E., Jun 2019, p. 41-42. 2 p.

  Research output: Contribution to conference › Abstract

  Open Access

  • death
  • labor statistics
  • Portugal
  • migration
  • resident population

• Modelling monthly births and deaths using Seasonal Forecasting Methods as an input for population estimates

  Bravo, J. M. & Coelho, E., Jun 2019, Proceedings of 18th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop Florence, Italy: 11-14June, 2019. Skiadas, C. H. (ed.). ISAST: International Society for the Advancement of Science and Technology., p. 263-279

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  Open Access

• Revisión del ahorro y el desahorro en el ciclo de vida entre las tres capas de grupos de ingresos: Hipótesis iniciales, perfeccionamiento mediante revisión de bibliografía y comprobación empírica

  Ayuso, M., Bravo, J. & Holzmann, R., Jul 2019, Instituto BBVA de Pensiones, p. 1-41, 41 p. (Mi Jubilación. Documento de Trabajo; no. 27).

  Research output: Working paper

  Open Access

  File
  12 Downloads (Pure)
• 2018

  Getting Life Expectancy Estimates Right for Pension Policy: Period versus Cohort Approach

  Ayuso, M., Bravo, J. & Holzmann, R., 2018, IZA. Institute of Labor Economics, p. 1-28, 28 p. (IZA Discussion Papers; no. 11512).

  Research output: Working paper › Discussion paper

  Open Access

  • pension policy
  • life expectancy
  • pension
  • sustainability
  • policy area

• Getting Life Expectancy Estimates Right for Pension Policy: Period versus Cohort Approach

  Ayuso, M., Bravo, J. & Holzmann, R., 2018, Munich Society for the Promotion of Economic Research ‐ CESifo GmbH, p. 1-30, 30 p. (CESifo Working Papers; no. 7349).

  Research output: Working paper

  Open Access

  File

  • pension policy
  • life expectancy
  • policy area
  • Portugal
  • mortality
  11 Downloads (Pure)

• Modelação do crescimento urbano para a distribuição eficaz das forças de segurança: o caso português

  Ribeiro, S., Cabral, P., Henriques, R., Bravo, J., Rodrigues, T. & Painho, M., 2018, In : PROELIUM – Revista da Academia Militar. 7, 14, p. 45-68

  Research output: Contribution to journal › Article

  Open Access

  File
  6 Downloads (Pure)

• Portugal: projeções de população residente 2011-2040

  Bravo, J., Rodrigues, T., Ribeiro, S. & Inácio, A., 2018, Modelos preditivos e segurança pública. Rodrigues, T. & Painho, M. (eds.). Fronteira do Caos, p. 169-208 39 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

• Taxation of Pensions in Portugal: Is there a Rationale for a Semi-Dual Income Tax System?

  Bravo, J., 1 Aug 2018, The Taxation of Pensions. Holzmann, R. & Piggott, J. (eds.). The MIT Press, p. 135-166 (CESifo Seminar Series).

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

• Valuation of longevity-linked life annuities

  Bravo, J. M. & El Mekkaoui de Freitas, N., 2018, In : Insurance: Mathematics and Economics. 78, p. 212-229

  Research output: Contribution to journal › Article

  • Life Annuities
  • Valuation
  • Annuities
  • Longevity Risk
  • Payout
  8 Citations (Scopus)
• 2017

  Addressing Longevity’ Heterogeneity in Pension Scheme Design

  Ayuso, M., Bravo, J. M. & Holzmann, R., 2017, In : Journal of Finance and Economics. 6, 1, p. 1-21

  Research output: Contribution to journal › Article

  Open Access

  File

  • Pension Scheme
  • Implicit Taxes
  • Lifetime Income
  • Tax Subsidies
  • Retirement Age
  31 Downloads (Pure)

• Contratos intergeracionais e consistência temporal na gestão da protecção social: implicações políticas e reforma do sistema de pensões

  Bravo, J. M., 1 Nov 2017, O Envelhecimento na Sociedade Portuguesa: Pensões, Família e Cuidados. Ferreira, P. M., Cabral, M. V. & Moreira, A. (eds.). ICS-Imprensa de Ciências Sociais, p. 61-96 36 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

  Open Access

• On the Heterogeneity in Longe vity among Socioeconomic Groups: Scope, Trends, and Implications for Earnings-Related Pension Schemes

  Ayuso, M., Bravo, J. M. & Holzmann, R., 2017, In : Global Journal of Human Social Science Research. 17, 1, p. 33-58

  Research output: Contribution to journal › Article

  Open Access

  File

  • Pension Scheme
  • Socio-economics
  • Retirement Income
  • Implicit Taxes
  • Life Annuities
  32 Downloads (Pure)

• On the Influence of Employment-Breaks on Pension Benefits

  Bravo, J. & Herce, J. A., 2017, Instituto BBVA de Pensiones, p. 1-30, 30 p. (Papers Mi Jubilación; no. 19).

  Research output: Working paper

  Open Access

  File

  • pension
  • worker
  • retirement pension
  • Portugal
  • social security
  4 Downloads (Pure)

• Portugal. Projeções de População Residente a Nível Concelhio, 2011- 2014: Metodologia e Resultados

  Rodrigues, T., Bravo, J. M., Inácio, A. & Ribeiro, S., 2017, p. 1-43, 43 p. (SIM4SECURITY. Working papers; no. 3).

  Research output: Working paper

  Open Access

  File
  23 Downloads (Pure)

• The impact of demographic trends on security forces policy

  Ribeiro, S., Cabral, P. & Bravo, J., 2017, International Conference Risks, Security and Citizenship: proceedings. Município de Setúbal, p. 58-59

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  Open Access

  • trend
  • domestic security
  • Territories
  • efficiency
  • Criminal investigation
• 2016

  On the modelling of prognosis from delinquency to normal performance on retail consumer loans

  Chamboko, R. & Bravo, J. M., 1 Dec 2016, In : Risk Management. 18, 4, p. 264-287 24 p.

  Research output: Contribution to journal › Article

  • Consumer Loan
  • Retail
  • Modeling
  • Performance
  • Cox Model
  7 Citations (Scopus)

• Taxation of pensions in portugal: A semi-dual income tax system

  Bravo, J. M., 1 Mar 2016, In : CESifo DICE Report. 14, 1, p. 14-23 10 p.

  Research output: Contribution to journal › Comment/debate

  2 Citations (Scopus)